Usually for Samsung devices to enter your device into its Download Mode, you need to restart it by simultaneously holding down the Volume Down, the Home, and the Power buttons. Download Mode is the state your device needs to be in when you're flashing something like new firmware. Otherwise there's not much else to do in Download Mode.
To reboot your S6 normally, you'll have to press and hold down the Power button for several seconds until it powers itself off. Then you can just press the Power button to restart it the way you usually do. Emphasis on 'several seconds', hold down the Power button the entire time. (The other option is the remove the battery but the S6 unfortunately doesn't have a user-replaceable battery.)
If it continues to start up in Download Mode, that could be a problem. Check that all the buttons are working and aren't stuck for some reason (a common instance is if you have phone case maybe your S6 shifted out of place and just needs to be re-seated properly again). Otherwise, there could be an issue with the Android system on your phone where re-flashing the stock ROM for your phone is needed.